I see how to add public labels here, but I'm interested in adding labels just for myself.
Private labels don't exist out of the box. You need a plugin for that and they stopped updating it in 2012, meaning it only worked for JIRA Server 5.1 - 5.1.8
https://marketplace.atlassian.com/archive/com.atlassian.jira.plugin.label.private-label
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